This is because the symlink is just a single file. So there's no need to
treat it like a directory when deleting.

Sadly, this behaviour is inconsistent when there is a mounted voulem.
The first way of deletion has no problem, but the second one will wipe
out the entire drive, if it so happens that dir is the mount
directory (i.e. ln -s /media/my_drive dirlink && rm -r dirlink/). I
learned this the hard way :(